Research classified by Journal of Economic Literature (JEL) codes

• Odlyzko Andrew, 2010, "This Time Is Different: An Example of a Giant, Wildly Speculative, and Successful Investment Mania," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-28, July, DOI: 10.2202/1935-1682.2584.
• Friedberg Leora & Webb Anthony, 2007, "Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 7, issue 1, pages 1-33, July, DOI: 10.2202/1935-1682.1785.
• De Santis Massimiliano, 2010, "Demystifying the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-33, May, DOI: 10.2202/1935-1690.1930.
• Walentin Karl, 2010, "Earnings Inequality and the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-23, November, DOI: 10.2202/1935-1690.1939.
• Challe Edouard & Ragot Xavier, 2011, "Bubbles and Self-Fulfilling Crises," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-38, May, DOI: 10.2202/1935-1690.2064.
• Luo Yulei & Young Eric R, 2009, "Rational Inattention and Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-43, April, DOI: 10.2202/1935-1690.1700.
• Craine Roger & Martin Vance L, 2009, "Interest Rate Conundrum," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-29, March, DOI: 10.2202/1935-1690.1819.
• Kiley Michael T., 2003, "An Analytical Approach to the Welfare Cost of Business Cycles and the Benefit from Activist Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 3, issue 1, pages 1-26, March, DOI: 10.2202/1534-6005.1089.
• Kimura Takeshi & Small David H., 2006, "Quantitative Monetary Easing and Risk in Financial Asset Markets," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-54, March, DOI: 10.2202/1534-5998.1274.
• Zhang Qiang, 2006, "The Spirit of Capitalism and Asset Pricing: An Empirical Investigation," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-25, November, DOI: 10.2202/1534-5998.1418.
• Cvitanic Jaksa & Malamud Semyon, 2010, "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-23, February, DOI: 10.2202/1935-1704.1605.
• Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011, "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, volume 11, issue 1, pages 1-58, April, DOI: 10.2202/1935-1704.1745.
• Hansen Frank, 2007, "Decreasing Relative Risk Premium," The B.E. Journal of Theoretical Economics, De Gruyter, volume 7, issue 1, pages 1-31, October, DOI: 10.2202/1935-1704.1370.
• Miyazaki Kenji & Saito Makoto, 2009, "Risk Premiums versus Waiting-Options Premiums: A Simple Numerical Example," The B.E. Journal of Theoretical Economics, De Gruyter, volume 9, issue 1, pages 1-31, March, DOI: 10.2202/1935-1704.1326.
• Rodríguez Longarela Iñaki, 2003, "A Simple Linear Programming Approach to Gain, Loss and Asset Pricing," The B.E. Journal of Theoretical Economics, De Gruyter, volume 2, issue 1, pages 1-10, January, DOI: 10.2202/1534-598X.1064.
• Gunderson James E, 2006, "Nonrevealing Equilibria and Consumption-Based Asset Pricing Models," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-19, December, DOI: 10.2202/1534-598X.1335.
• Trifi Amine, 2006, "Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1314.
• Lee Jin, 2007, "Fractionally Integrated Long Horizon Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1337.
• Kiliç Rehim, 2007, "Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 3, pages 1-33, September, DOI: 10.2202/1558-3708.1430.
• De Santis Massimiliano, 2007, "Movements in the Equity Premium: Evidence from a Time-Varying VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-41, December, DOI: 10.2202/1558-3708.1523.
• Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009, "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1490.
• Choi Seungmoon, 2009, "Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-41, March, DOI: 10.2202/1558-3708.1614.
• Peroni Chiara, 2009, "A Non-Parametric Investigation of Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 4, pages 1-52, September, DOI: 10.2202/1558-3708.1617.
• Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2011, "Contemporaneous-Threshold Smooth Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-25, March, DOI: 10.2202/1558-3708.1755.
• Anufriev Mikhail & Bottazzi Giulio, 2012, "Asset Pricing with Heterogeneous Investment Horizons," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 4, pages 1-38, October, DOI: 10.1515/1558-3708.1903.
• Kim Sangbae & In Francis Haeuck, 2003, "The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-18, December, DOI: 10.2202/1558-3708.1183.
• Kelly David L. & Steigerwald Douglas G, 2004, "Private Information and High-Frequency Stochastic Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1167.
• Bhar Ramaprasad & Chiarella Carl & Runggaldier Wolfgang J., 2004, "Inferring the Forward Looking Equity Risk Premium from Derivative Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-26, March, DOI: 10.2202/1558-3708.1141.
• Ales Bulir & Jan Vlcek, 2019, "Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/3, Sep.
• C.J.M. Kool, 2006, "An Analysis of Financial Stability Indicators in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-12, Dec.
• C.J.M. Kool, 2006, "Financial Stability in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-13, Jun.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes," Working Papers, Utrecht School of Economics, number 07-33.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting," Working Papers, Utrecht School of Economics, number 07-34.
• M.I. Droes & W.H.J. Hassink, 2009, "Sale Price Expectations and Mortgage Commitment: Inaccuracy versus Price Setting Behaviour," Working Papers, Utrecht School of Economics, number 09-24, Sep.
• L. Spierdijk & J.A. Bikker, 2012, "Mean Reversion in Stock Prices: Implications for Long-Term Investors," Working Papers, Utrecht School of Economics, number 12-07.
• William J. Bertin & David Michayluk & Laurie Prather, 2008, "Liquidity issues surrounding neglected firms," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2008-2, Jan.